Admissibility of the usual confidence interval for the normal mean

作者：Kabaila Paul^*

来源：Statistics & Probability Letters, 2011, 81(3): 352-359.

DOI：10.1016/j.spl.2010.11.019

• Admissibility
• Compromise decision theory
• Confidence interval
• Decision theory

Suppose that X(1),...., X(n) are independent and identically N(mu, sigma(2)) distributed, where mu and sigma are unknown parameters (mu is an element of R and sigma > 0). We prove that the usual confidence interval for it is admissible within a broad class of confidence intervals.

• 出版日期2011-3